time series data for basis RICs

amit.sinha
amit.sinha
in Eikon Data APIs

I tried both get_data and get_timeseries to fetch history of cash basis data(which works with the EXCEL API) but returns only NaNs when called via python.

May be I do not know the correct field via eikon python api, but different options available under "Data Item Browser" is not fetching the data.

tmpdf,err=ek.get_data('CORNMQEHNP-Z', ['TR.MIDPRICE.date','TR.MIDPRICE'], parameters={'SDate':'20170906','EDate':'20181001'})
ethanol_spot = ek.get_timeseries('CORNMQEHNP-Z', start_date=datetime.datetime(2016, 1, 1), end_date=datetime.datetime(2018, 12, 31), interval='daily', fields=['LAST_QUOTE.Close'])

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Best Answer

  • jorge.santos
    jorge.santos
    Answer ✓

    Hi @amith.sinha you can try the following:

    ek.get_timeseries('CORNMQEHNP-Z','VALUE','2016-01-01','2018-12-31')

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